Adding to Lawrence's answer, apart from the monocular cues like depth from shading, lighting, haze, geometrical structure and familiarity of objects, you also have binocular cues from the eye motor convergence system (eyes point at the spot you are looking at in 3d space) as well as the feedback from the lens focusing system.
All of these systems work together when you look at objects in the real world, but in for example 3d movies and tvs only some are active, which can cause various sorts of dizziness or headache among viewers.
Interestingly viewing plain old 2d photos of 3d objects/worlds does not infer this sickness at all..
With regards to hearing, apart from loudness and phase the auditory system also uses timing of onset, this obviously relates to phase discrimination depending on the audio frequency and size of the head. Furthermore, the spectral filtering of the signals at both ears is shaped by the asymmetrical shape of the outer ears, this allows the auditory system to gauge sound localization in front of, behind, above and below. Monaural cues include, as with vision, familiarity of certain sounds or speakers and how these sounds degrade by passing through air.
Several hundred million years of evolution has been pretty good at extracting every bit of useful information from all our senses :)